swMATH19367CRANwbstsMaRDI QIDQ31194FDOQ31194
Multiple Change-Point Detection for Nonstationary Time Series
Last update: 12 June 2020
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.1
Official website: https://cran.r-project.org/web/packages/wbsts/index.html
Source code repository: https://github.com/cran/wbsts
Cited In (21)
- ocd
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
- Multiple change point detection and validation in autoregressive time series data
- wbs
- IndependenceTests
- AR1seg
- stepR
- breakfast
- cumSeg
- IDetect
- jcp
- basta
- eNchange
- Ensemble binary segmentation for irregularly spaced data with change-points
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- mosum
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- jointseg
- Multiple change-point detection for non-stationary time series using wild binary segmentation
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